Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47497.79 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46099.77 Kr¶

PnL: ---------------------------------------> -788.8 Kr¶

DD now: ---------------------------------> -2.328 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 12:39:04.642112'

Anic Portfolio¶

This Week¶

Return: -0.024 %¶

Total¶

Return: 55.554 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3150.000000 223.000000 7.620000 2927.000000
HMS Networks 2 0.260000 782.000000 109.000000 16.200000 673.000000
Nordea Bank Abp 29 0.500000 3532.200000 78.200000 2.260000 3453.999992
HEBA B 70 -4.110000 2695.000000 59.000000 2.240000 2636.000010
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 -0.070000 3417.600000 40.600000 1.200000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -5.880000 384.400000 29.400000 8.280000 355.000000
Resurs Holding 22 -1.410000 601.480000 27.480000 4.790000 573.999998
AcadeMedia 12 0.750000 583.680000 26.680000 4.790000 557.000004
Swedbank A 3 0.080000 589.800000 25.800000 4.570000 564.000000
OEM International B 7 0.130000 548.100000 20.100000 3.810000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.730000 579.600000 17.600000 3.130000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Intrum 4 -1.310000 540.800000 13.800000 2.620000 527.000000
Norva24 Group 16 -0.570000 556.800000 13.800000 2.540000 543.000000
Securitas B 6 -2.020000 576.120000 6.120000 1.070000 570.000000
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Corem Property Group B 59 -5.480000 579.970000 2.970000 0.510000 576.999999
Creaspac SPAC 6 -0.410000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.830000 247.200000 1.200000 0.490000 246.000000
Coor Service Management Hold. 8 -1.780000 531.200000 -0.800000 -0.150000 532.000000
Handelsbanken A 5 0.650000 543.750000 -2.250000 -0.410000 546.000000
Midsona B 63 -0.890000 562.590000 -20.410000 -3.500000 582.999984
Boozt 12 -2.230000 1633.200000 -20.800000 -1.260000 1653.999996
CTEK 13 -1.450000 502.190000 -31.810000 -5.960000 533.999999
Essity B 2 1.200000 540.800000 -33.200000 -5.780000 574.000000
International Petroleum Corp. 5 -2.260000 561.000000 -33.570000 -5.650000 594.565215
Sampo Oyj SDB 7 0.740000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 1.980000 564.980000 -48.020000 -7.830000 612.999432
Essity A 4 1.300000 1088.000000 -61.000000 -5.310000 1149.000000
Fasadgruppen Group 35 1.330000 3738.000000 -73.000000 -1.920000 3810.999990
Beijer Electronics Group 26 3.360000 2875.600000 -95.400000 -3.210000 2971.000006
OX2 18 1.310000 1464.300000 -199.700000 -12.000000 1663.999992
Axfood 13 1.610000 3523.000000 -233.000000 -6.200000 3756.000001
Ovzon 52 -2.060000 2724.800000 -637.200000 -18.950000 3361.999992
TOTAL 46117.560000 -771.010000 -2.29116% 46888.564618

Updated:¶

'2023-01-30 12:38:21.475882'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶